Last Update: 18 Jun 2019 18:15 GMT+0
The Canada 10Y Government Bond has a 1.426% yield.
10 Years vs 2 Years bond spread is 2.8 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.75%.
The Canada rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 32.40 and implied probability of default is 0.54%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -25.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -7.7 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 2.8 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 32.40 | 0.00 % | -1.22 % | +13.29 % | 0.54 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.650% | +1.5 bp | +3.5 bp | ||||||
| 2 months | 1.660% | +2.0 bp | +3.5 bp | ||||||
| 3 months | 1.665% | -1.5 bp | +3.5 bp | ||||||
| 6 months | 1.680% | -4.0 bp | -11.0 bp | ||||||
| 1 year | 1.655% | -7.5 bp | -27.0 bp | 98.37 | +0.07 % | +0.27 % | |||
| 2 years | 1.398% | -21.0 bp | -52.7 bp | 97.26 | +0.41 % | +1.04 % | |||
| 3 years | 1.362% | -23.3 bp | -57.9 bp | 96.02 | +0.69 % | +1.72 % | |||
| 4 years | 1.342% | -25.0 bp | -61.6 bp | 94.81 | +0.99 % | +2.45 % | |||
| 5 years | 1.321% | -25.7 bp | -61.9 bp | 93.65 | +1.28 % | +3.09 % | |||
| 7 years | 1.373% | -26.2 bp | -59.6 bp | 90.90 | +1.83 % | +4.20 % | |||
| 10 years | 1.426% | -26.3 bp | -58.9 bp | 86.80 | +2.62 % | +5.97 % | |||
| 20 years | 1.632% | -26.3 bp | -54.3 bp | 72.34 | +5.30 % | +11.24 % | |||
| 30 years | 1.679% | -24.1 bp | -50.5 bp | 60.68 | +7.36 % | +16.02 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.426% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 174.5 bp | -5.0 | -3.0 | ||
| Japan 10Y | 156.0 bp | -18.5 | -43.2 | ||
| France 10Y | 141.2 bp | +0.9 | +10.6 | ||
| Spain 10Y | 102.8 bp | +22.2 | +39.8 | ||
| United Kingdom 10Y | 61.8 bp | -3.3 | -11.7 | ||
| Australia 10Y | 6.9 bp | +1.9 | +45.1 | ||
| United States 10Y | -63.2 bp | +7.2 | +17.9 | ||
| Italy 10Y | -69.5 bp | +29.6 | +21.7 | ||
| China 10Y | -183.3 bp | -23.9 | -43.9 | ||
| India 10Y | -538.2 bp | +29.1 | -5.2 | ||
| Russia 10Y | -613.4 bp | +21.7 | +63.1 | ||
| Brazil 10Y | -646.4 bp | +94.7 | +124.1 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.679% | 60.68 | 84.10 | 130.93 | 177.77 | 224.60 | 271.44 | |
| 20 years | 1.632% | 72.34 | 89.29 | 123.18 | 157.08 | 190.97 | 224.87 | |
| 10 years | 1.426% | 86.80 | 96.06 | 114.57 | 133.09 | 151.61 | 170.12 | |
| 7 years | 1.373% | 90.90 | 97.53 | 110.79 | 124.05 | 137.31 | 150.57 | |
| 5 years | 1.321% | 93.65 | 98.46 | 108.07 | 117.69 | 127.30 | 136.92 | |
| 4 years | 1.342% | 94.81 | 98.68 | 106.42 | 114.15 | 121.89 | 129.63 | |
| 3 years | 1.362% | 96.02 | 98.94 | 104.78 | 110.62 | 116.46 | 122.30 | |
| 2 years | 1.398% | 97.26 | 99.22 | 103.14 | 107.06 | 110.97 | 114.89 | |
| 1 year | 1.655% | 98.37 | 99.36 | 101.32 | 103.29 | 105.26 | 107.23 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||